Strategy Tester Report
EA_AveragingBBHL_H1_forAN_1.01
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 1時間足(H1) 2008.01.02 09:00 - 2021.11.29 23:00 (2008.01.01 - 2021.11.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNumberB=45050100; MagicNumberS=45050200; Lots=0.01; 複利運用基準値=0; トレードモード=""; 最大ポジション数=30; 最大Lots=1.6; ナンピン係数（買）=1.3; ナンピン係数（売）=1.4; STOPマージン=200; Slippage=3; 許容スプレッド=50; | ||||
| テストバー数 | 84495 | モデルティック数 | 265831783 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 4 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 28 | ||
| 純益 | 7834561.24 | 総利益 | 12624515.34 | 総損失 | -4789954.10 |
| プロフィットファクタ | 2.64 | 期待利得 | 2507.06 | ||
| 絶対ドローダウン | 113122.03 | 最大ドローダウン | 726010.91 (21.11%) | 相対ドローダウン | 21.79% (638549.47) |
| 総取引数 | 3125 | 売りポジション(勝率%） | 1636 (87.04%) | 買いポジション(勝率%） | 1489 (79.85%) |
| 勝率(%) | 2613 (83.62%) | 負率 (%) | 512 (16.38%) | ||
| 最大 | 勝トレード | 71220.47 | 敗トレード | -182190.58 | |
| 平均 | 勝トレード | 4831.43 | 敗トレード | -9355.38 | |
| 最大 | 連勝(金額) | 147 (569891.39) | 連敗(金額) | 22 (-283209.21) | |
| 最大 | 連勝(トレード数) | 624157.61 (95) | 連敗(トレード数) | -316936.30 (11) | |
| 平均 | 連勝 | 20 | 連敗 | 4 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 751 | 2008.12.18 21:17 | s/l | 374 | 0.02 | 1.17020 | 1.17020 | 1.21420 | -5993.20 | 2076920.09 |
| 752 | 2008.12.19 02:00 | buy | 378 | 0.01 | 1.17998 | 1.14170 | 1.18570 | ||
| 753 | 2008.12.19 09:39 | t/p | 378 | 0.01 | 1.18570 | 1.14170 | 1.18570 | 447.77 | 2077367.86 |
| 754 | 2008.12.19 10:00 | buy | 379 | 0.01 | 1.18198 | 1.14370 | 1.18770 | ||
| 755 | 2008.12.19 11:00 | buy | 380 | 0.02 | 1.17968 | 1.14140 | 1.18540 | ||
| 756 | 2008.12.19 11:46 | t/p | 380 | 0.02 | 1.18540 | 1.14140 | 1.18540 | 895.53 | 2078263.39 |
| 757 | 2008.12.19 12:42 | t/p | 379 | 0.01 | 1.18770 | 1.14370 | 1.18770 | 447.76 | 2078711.15 |
| 758 | 2008.12.19 13:00 | buy | 381 | 0.01 | 1.18608 | 1.14780 | 1.19180 | ||
| 759 | 2008.12.19 15:00 | buy | 382 | 0.01 | 1.18438 | 1.14610 | 1.19010 | ||
| 760 | 2008.12.22 14:18 | t/p | 382 | 0.01 | 1.19010 | 1.14610 | 1.19010 | 447.77 | 2079158.92 |
| 761 | 2008.12.22 15:25 | t/p | 381 | 0.01 | 1.19180 | 1.14780 | 1.19180 | 447.77 | 2079606.69 |
| 762 | 2008.12.22 16:00 | buy | 383 | 0.01 | 1.19138 | 1.15310 | 1.19710 | ||
| 763 | 2008.12.22 18:00 | buy | 384 | 0.02 | 1.18828 | 1.15000 | 1.19400 | ||
| 764 | 2008.12.22 19:00 | buy | 385 | 0.03 | 1.18598 | 1.14770 | 1.19170 | ||
| 765 | 2008.12.22 20:10 | t/p | 385 | 0.03 | 1.19170 | 1.14770 | 1.19170 | 1343.30 | 2080949.99 |
| 766 | 2008.12.22 20:13 | t/p | 384 | 0.02 | 1.19400 | 1.15000 | 1.19400 | 895.54 | 2081845.53 |
| 767 | 2008.12.23 01:00 | buy | 386 | 0.01 | 1.18998 | 1.15170 | 1.19570 | ||
| 768 | 2008.12.23 11:09 | t/p | 386 | 0.01 | 1.19570 | 1.15170 | 1.19570 | 447.77 | 2082293.30 |
| 769 | 2008.12.23 15:24 | t/p | 383 | 0.01 | 1.19710 | 1.15310 | 1.19710 | 447.77 | 2082741.07 |
| 770 | 2008.12.23 16:00 | buy | 387 | 0.01 | 1.19268 | 1.15440 | 1.19840 | ||
| 771 | 2008.12.23 16:59 | t/p | 387 | 0.01 | 1.19840 | 1.15440 | 1.19840 | 447.77 | 2083188.84 |
| 772 | 2008.12.23 18:00 | buy | 388 | 0.01 | 1.19848 | 1.16020 | 1.20420 | ||
| 773 | 2008.12.23 19:00 | buy | 389 | 0.01 | 1.19658 | 1.15830 | 1.20230 | ||
| 774 | 2008.12.29 16:00 | buy | 390 | 0.13 | 1.18698 | 1.14870 | 1.19270 | ||
| 775 | 2008.12.29 18:00 | buy | 391 | 0.08 | 1.18888 | 1.15060 | 1.19460 | ||
| 776 | 2008.12.30 12:00 | buy | 392 | 0.06 | 1.19018 | 1.15190 | 1.19590 | ||
| 777 | 2008.12.30 13:00 | buy | 393 | 0.04 | 1.19188 | 1.15360 | 1.19760 | ||
| 778 | 2008.12.30 13:00 | t/p | 390 | 0.13 | 1.19270 | 1.14870 | 1.19270 | 5820.97 | 2089009.81 |
| 779 | 2008.12.30 13:06 | t/p | 391 | 0.08 | 1.19460 | 1.15060 | 1.19460 | 3582.14 | 2092591.95 |
| 780 | 2008.12.30 15:04 | t/p | 392 | 0.06 | 1.19590 | 1.15190 | 1.19590 | 2686.61 | 2095278.56 |
| 781 | 2008.12.30 17:00 | buy | 394 | 0.02 | 1.19428 | 1.15600 | 1.20000 | ||
| 782 | 2008.12.30 20:00 | buy | 395 | 0.03 | 1.19258 | 1.15430 | 1.19830 | ||
| 783 | 2008.12.30 21:00 | buy | 396 | 0.08 | 1.18888 | 1.15060 | 1.19460 | ||
| 784 | 2008.12.31 00:00 | buy | 397 | 0.06 | 1.19028 | 1.15200 | 1.19600 | ||
| 785 | 2008.12.31 17:03 | t/p | 396 | 0.08 | 1.19460 | 1.15060 | 1.19460 | 3582.14 | 2098860.70 |
| 786 | 2008.12.31 17:39 | t/p | 397 | 0.06 | 1.19600 | 1.15200 | 1.19600 | 2686.61 | 2101547.31 |
| 787 | 2009.01.26 04:23 | t/p | 375 | 0.10 | 1.20750 | 1.16350 | 1.20750 | 4477.68 | 2106024.99 |
| 788 | 2009.01.26 04:23 | t/p | 376 | 0.23 | 1.20340 | 1.15940 | 1.20340 | 10298.64 | 2116323.63 |
| 789 | 2009.01.26 04:23 | t/p | 377 | 0.17 | 1.20430 | 1.16030 | 1.20430 | 7612.04 | 2123935.67 |
| 790 | 2009.01.26 04:23 | t/p | 388 | 0.01 | 1.20420 | 1.16020 | 1.20420 | 447.77 | 2124383.44 |
| 791 | 2009.01.26 04:23 | t/p | 389 | 0.01 | 1.20230 | 1.15830 | 1.20230 | 447.77 | 2124831.21 |
| 792 | 2009.01.26 04:23 | t/p | 393 | 0.04 | 1.19760 | 1.15360 | 1.19760 | 1791.07 | 2126622.28 |
| 793 | 2009.01.26 04:23 | t/p | 394 | 0.02 | 1.20000 | 1.15600 | 1.20000 | 895.53 | 2127517.81 |
| 794 | 2009.01.26 04:23 | t/p | 395 | 0.03 | 1.19830 | 1.15430 | 1.19830 | 1343.31 | 2128861.12 |
| 795 | 2009.02.02 06:00 | buy | 398 | 0.01 | 1.25448 | 1.21620 | 1.26020 | ||
| 796 | 2009.02.02 14:57 | t/p | 398 | 0.01 | 1.26020 | 1.21620 | 1.26020 | 447.77 | 2129308.89 |
| 797 | 2009.02.02 17:00 | buy | 399 | 0.01 | 1.25658 | 1.21830 | 1.26230 | ||
| 798 | 2009.02.03 08:48 | t/p | 399 | 0.01 | 1.26230 | 1.21830 | 1.26230 | 447.77 | 2129756.66 |
| 799 | 2009.02.04 00:00 | buy | 400 | 0.01 | 1.26518 | 1.22690 | 1.27090 | ||
| 800 | 2009.02.04 01:30 | t/p | 400 | 0.01 | 1.27090 | 1.22690 | 1.27090 | 447.76 | 2130204.42 |
| 801 | 2009.02.04 03:00 | buy | 401 | 0.01 | 1.26718 | 1.22890 | 1.27290 | ||
| 802 | 2009.02.05 07:09 | t/p | 401 | 0.01 | 1.27290 | 1.22890 | 1.27290 | 447.76 | 2130652.18 |
| 803 | 2009.02.05 08:00 | buy | 402 | 0.01 | 1.27058 | 1.23230 | 1.27630 | ||
| 804 | 2009.02.05 13:00 | buy | 403 | 0.02 | 1.26598 | 1.22770 | 1.27170 | ||
| 805 | 2009.02.05 18:00 | buy | 404 | 0.02 | 1.26768 | 1.22940 | 1.27340 | ||
| 806 | 2009.02.06 05:08 | t/p | 403 | 0.02 | 1.27170 | 1.22770 | 1.27170 | 895.54 | 2131547.72 |
| 807 | 2009.02.06 08:07 | t/p | 404 | 0.02 | 1.27340 | 1.22940 | 1.27340 | 895.53 | 2132443.25 |
| 808 | 2009.02.06 13:00 | buy | 405 | 0.02 | 1.26778 | 1.22950 | 1.27350 | ||
| 809 | 2009.02.06 15:00 | buy | 406 | 0.02 | 1.26688 | 1.22860 | 1.27260 | ||
| 810 | 2009.02.06 16:00 | buy | 407 | 0.01 | 1.26838 | 1.23010 | 1.27410 | ||
| 811 | 2009.02.09 02:21 | t/p | 406 | 0.02 | 1.27260 | 1.22860 | 1.27260 | 895.53 | 2133338.78 |
| 812 | 2009.02.09 02:23 | t/p | 405 | 0.02 | 1.27350 | 1.22950 | 1.27350 | 895.54 | 2134234.32 |
| 813 | 2009.02.09 05:00 | buy | 408 | 0.02 | 1.26818 | 1.22990 | 1.27390 | ||
| 814 | 2009.02.10 01:00 | buy | 409 | 0.08 | 1.26168 | 1.22340 | 1.26740 | ||
| 815 | 2009.02.10 22:00 | buy | 410 | 0.51 | 1.25268 | 1.21440 | 1.25840 | ||
| 816 | 2009.02.11 00:00 | buy | 411 | 0.66 | 1.25138 | 1.21310 | 1.25710 | ||
| 817 | 2009.02.11 14:00 | buy | 412 | 0.31 | 1.24988 | 1.21160 | 1.25560 | ||
| 818 | 2009.02.12 01:51 | t/p | 412 | 0.31 | 1.25560 | 1.21160 | 1.25560 | 13880.79 | 2148115.11 |
| 819 | 2009.02.12 04:00 | buy | 413 | 0.31 | 1.24848 | 1.21020 | 1.25420 | ||
| 820 | 2009.02.12 22:45 | t/p | 413 | 0.31 | 1.25420 | 1.21020 | 1.25420 | 13880.79 | 2161995.90 |
| 821 | 2009.02.13 00:00 | buy | 414 | 0.30 | 1.25458 | 1.21630 | 1.26030 | ||
| 822 | 2009.02.13 01:00 | buy | 415 | 0.01 | 1.25598 | 1.21770 | 1.26170 | ||
| 823 | 2009.02.13 15:57 | t/p | 411 | 0.66 | 1.25710 | 1.21310 | 1.25710 | 29552.65 | 2191548.55 |
| 824 | 2009.02.13 16:00 | buy | 416 | 0.22 | 1.25558 | 1.21730 | 1.26130 | ||
| 825 | 2009.02.16 15:00 | buy | 417 | 0.39 | 1.25408 | 1.21580 | 1.25980 | ||
| 826 | 2009.02.16 23:00 | buy | 418 | 0.05 | 1.25768 | 1.21940 | 1.26340 | ||
| 827 | 2009.02.16 23:17 | t/p | 410 | 0.51 | 1.25840 | 1.21440 | 1.25840 | 22836.13 | 2214384.68 |
| 828 | 2009.02.17 07:52 | t/p | 417 | 0.39 | 1.25980 | 1.21580 | 1.25980 | 17462.93 | 2231847.61 |
| 829 | 2009.02.17 07:52 | t/p | 414 | 0.30 | 1.26030 | 1.21630 | 1.26030 | 13433.02 | 2245280.63 |
| 830 | 2009.02.17 08:00 | buy | 419 | 0.13 | 1.25828 | 1.22000 | 1.26400 | ||
| 831 | 2009.02.17 09:00 | buy | 420 | 0.10 | 1.25968 | 1.22140 | 1.26540 | ||
| 832 | 2009.02.17 12:00 | buy | 421 | 0.12 | 1.25758 | 1.21930 | 1.26330 | ||
| 833 | 2009.02.18 03:00 | buy | 422 | 0.30 | 1.25498 | 1.21670 | 1.26070 | ||
| 834 | 2009.02.18 07:00 | buy | 423 | 0.39 | 1.25388 | 1.21560 | 1.25960 | ||
| 835 | 2009.02.19 02:00 | buy | 424 | 0.16 | 1.25208 | 1.21380 | 1.25780 | ||
| 836 | 2009.02.19 12:09 | t/p | 424 | 0.16 | 1.25780 | 1.21380 | 1.25780 | 7164.28 | 2252444.91 |
| 837 | 2009.02.19 14:55 | t/p | 423 | 0.39 | 1.25960 | 1.21560 | 1.25960 | 17462.93 | 2269907.84 |
| 838 | 2009.02.19 18:38 | t/p | 422 | 0.30 | 1.26070 | 1.21670 | 1.26070 | 13433.02 | 2283340.86 |
| 839 | 2009.02.19 19:07 | t/p | 416 | 0.22 | 1.26130 | 1.21730 | 1.26130 | 9850.88 | 2293191.74 |
| 840 | 2009.02.19 22:23 | t/p | 415 | 0.01 | 1.26170 | 1.21770 | 1.26170 | 447.77 | 2293639.51 |
| 841 | 2009.02.19 22:48 | t/p | 421 | 0.12 | 1.26330 | 1.21930 | 1.26330 | 5373.21 | 2299012.72 |
| 842 | 2009.02.19 22:48 | t/p | 418 | 0.05 | 1.26340 | 1.21940 | 1.26340 | 2238.84 | 2301251.56 |
| 843 | 2009.02.19 22:59 | t/p | 419 | 0.13 | 1.26400 | 1.22000 | 1.26400 | 5820.97 | 2307072.53 |
| 844 | 2009.02.19 23:13 | t/p | 420 | 0.10 | 1.26540 | 1.22140 | 1.26540 | 4477.67 | 2311550.20 |
| 845 | 2009.02.19 23:45 | t/p | 409 | 0.08 | 1.26740 | 1.22340 | 1.26740 | 3582.14 | 2315132.34 |
| 846 | 2009.02.20 02:00 | buy | 425 | 0.02 | 1.26638 | 1.22810 | 1.27210 | ||
| 847 | 2009.02.23 03:00 | buy | 426 | 0.03 | 1.26518 | 1.22690 | 1.27090 | ||
| 848 | 2009.02.23 23:00 | buy | 427 | 0.04 | 1.26398 | 1.22570 | 1.26970 | ||
| 849 | 2009.02.25 01:52 | t/p | 427 | 0.04 | 1.26970 | 1.22570 | 1.26970 | 1791.07 | 2316923.41 |
| 850 | 2009.02.25 21:24 | t/p | 426 | 0.03 | 1.27090 | 1.22690 | 1.27090 | 1343.30 | 2318266.71 |
| 851 | 2009.02.25 23:43 | t/p | 425 | 0.02 | 1.27210 | 1.22810 | 1.27210 | 895.53 | 2319162.24 |
| 852 | 2009.02.26 01:41 | t/p | 408 | 0.02 | 1.27390 | 1.22990 | 1.27390 | 895.53 | 2320057.77 |
| 853 | 2009.02.26 02:01 | t/p | 407 | 0.01 | 1.27410 | 1.23010 | 1.27410 | 447.77 | 2320505.54 |
| 854 | 2009.02.26 15:40 | t/p | 402 | 0.01 | 1.27630 | 1.23230 | 1.27630 | 447.77 | 2320953.31 |
| 855 | 2009.03.05 02:00 | buy | 428 | 0.01 | 1.28188 | 1.24360 | 1.28760 | ||
| 856 | 2009.03.06 00:00 | buy | 429 | 0.01 | 1.28028 | 1.24200 | 1.28600 | ||
| 857 | 2009.03.06 06:00 | buy | 430 | 0.02 | 1.27928 | 1.24100 | 1.28500 | ||
| 858 | 2009.03.09 06:00 | buy | 431 | 0.06 | 1.27428 | 1.23600 | 1.28000 | ||
| 859 | 2009.03.09 10:00 | buy | 432 | 0.04 | 1.27478 | 1.23650 | 1.28050 | ||
| 860 | 2009.03.09 13:00 | buy | 433 | 0.02 | 1.27748 | 1.23920 | 1.28320 | ||
| 861 | 2009.03.09 15:00 | buy | 434 | 0.03 | 1.27668 | 1.23840 | 1.28240 | ||
| 862 | 2009.03.09 16:42 | t/p | 431 | 0.06 | 1.28000 | 1.23600 | 1.28000 | 2686.60 | 2323639.91 |
| 863 | 2009.03.09 16:42 | t/p | 432 | 0.04 | 1.28050 | 1.23650 | 1.28050 | 1791.07 | 2325430.98 |
| 864 | 2009.03.09 20:19 | t/p | 434 | 0.03 | 1.28240 | 1.23840 | 1.28240 | 1343.30 | 2326774.28 |
| 865 | 2009.03.09 23:18 | t/p | 433 | 0.02 | 1.28320 | 1.23920 | 1.28320 | 895.54 | 2327669.82 |
| 866 | 2009.03.09 23:39 | t/p | 430 | 0.02 | 1.28500 | 1.24100 | 1.28500 | 895.53 | 2328565.35 |
| 867 | 2009.03.10 08:46 | t/p | 429 | 0.01 | 1.28600 | 1.24200 | 1.28600 | 447.77 | 2329013.12 |
| 868 | 2009.03.10 16:54 | t/p | 428 | 0.01 | 1.28760 | 1.24360 | 1.28760 | 447.77 | 2329460.89 |
| 869 | 2009.03.10 17:00 | buy | 435 | 0.01 | 1.28688 | 1.24860 | 1.29260 | ||
| 870 | 2009.03.11 00:01 | sell | 436 | 0.01 | 1.27960 | 1.29538 | 1.27388 | ||
| 871 | 2009.03.11 01:00 | sell | 437 | 0.03 | 1.28160 | 1.29538 | 1.27588 | ||
| 872 | 2009.03.11 06:00 | sell | 438 | 0.10 | 1.28320 | 1.29538 | 1.27748 | ||
| 873 | 2009.03.11 07:00 | sell | 439 | 0.07 | 1.28250 | 1.29538 | 1.27678 | ||
| 874 | 2009.03.11 08:00 | sell | 440 | 0.05 | 1.28210 | 1.29538 | 1.27638 | ||
| 875 | 2009.03.11 11:00 | sell | 441 | 0.02 | 1.28070 | 1.29538 | 1.27498 | ||
| 876 | 2009.03.11 21:01 | t/p | 438 | 0.10 | 1.27748 | 1.29538 | 1.27748 | 4479.28 | 2333940.17 |
| 877 | 2009.03.11 21:01 | t/p | 439 | 0.07 | 1.27678 | 1.29538 | 1.27678 | 3135.49 | 2337075.66 |
| 878 | 2009.03.11 21:01 | t/p | 440 | 0.05 | 1.27638 | 1.29538 | 1.27638 | 2239.63 | 2339315.29 |
| 879 | 2009.03.11 21:01 | t/p | 437 | 0.03 | 1.27588 | 1.29538 | 1.27588 | 1343.78 | 2340659.07 |
| 880 | 2009.03.11 21:01 | t/p | 441 | 0.02 | 1.27498 | 1.29538 | 1.27498 | 895.85 | 2341554.92 |
| 881 | 2009.03.11 21:01 | t/p | 436 | 0.01 | 1.27388 | 1.29538 | 1.27388 | 447.93 | 2342002.85 |
| 882 | 2009.03.12 00:00 | sell | 442 | 0.01 | 1.26880 | 1.29538 | 1.26308 | ||
| 883 | 2009.03.12 05:06 | t/p | 442 | 0.01 | 1.26308 | 1.29538 | 1.26308 | 447.93 | 2342450.78 |
| 884 | 2009.03.12 15:00 | sell | 443 | 0.01 | 1.26200 | 1.29538 | 1.25628 | ||
| 885 | 2009.03.12 17:09 | t/p | 443 | 0.01 | 1.25628 | 1.29538 | 1.25628 | 447.93 | 2342898.71 |
| 886 | 2009.03.12 19:00 | sell | 444 | 0.01 | 1.25520 | 1.29538 | 1.24948 | ||
| 887 | 2009.03.12 20:00 | close | 444 | 0.01 | 1.25278 | 1.29538 | 1.24948 | 189.51 | 2343088.22 |
| 888 | 2009.03.12 20:00 | sell | 445 | 0.01 | 1.25250 | 1.29078 | 1.24678 | ||
| 889 | 2009.03.12 21:00 | sell | 446 | 0.02 | 1.25590 | 1.29078 | 1.25018 | ||
| 890 | 2009.03.12 22:00 | sell | 447 | 0.03 | 1.25730 | 1.29078 | 1.25158 | ||
| 891 | 2009.03.12 23:00 | sell | 448 | 0.05 | 1.25830 | 1.29078 | 1.25258 | ||
| 892 | 2009.03.13 01:00 | close | 445 | 0.01 | 1.25688 | 1.29078 | 1.24678 | -343.00 | 2342745.22 |
| 893 | 2009.03.13 01:00 | close | 446 | 0.02 | 1.25688 | 1.29078 | 1.25018 | -153.48 | 2342591.74 |
| 894 | 2009.03.13 01:00 | close | 447 | 0.03 | 1.25688 | 1.29078 | 1.25158 | 98.67 | 2342690.41 |
| 895 | 2009.03.13 01:00 | close | 448 | 0.05 | 1.25688 | 1.29078 | 1.25258 | 555.99 | 2343246.40 |
| 896 | 2009.03.13 01:00 | sell | 449 | 0.01 | 1.25660 | 1.29538 | 1.25088 | ||
| 897 | 2009.03.13 04:00 | sell | 450 | 0.01 | 1.25790 | 1.29538 | 1.25218 | ||
| 898 | 2009.03.13 09:59 | t/p | 450 | 0.01 | 1.25218 | 1.29538 | 1.25218 | 447.93 | 2343694.33 |
| 899 | 2009.03.13 10:00 | close | 449 | 0.01 | 1.25218 | 1.29538 | 1.25088 | 346.13 | 2344040.46 |
| 900 | 2009.03.13 11:00 | sell | 451 | 0.01 | 1.25550 | 1.29538 | 1.24978 | ||